참고문헌
- A. Ben-Tal, L. E. Ghaoui, and A. Nemirovski, Robust Optimization, Princeton Series in Applied Mathematics, 2009.
- A. Ben-Tal and A. Nemirovski, Robust-optimization-methodology and applications, Math. Program. Ser B 92 (2002), no. 3, 453-480. https://doi.org/10.1007/s101070100286
- A. Ben-Tal and A. Nemirovski, Selected topics in robust convex optimization, Math. Program. Ser B 112 (2008), no. 1, 125-158.
- D. Bertsimas and D. Brown, Constructing uncertainty sets for robust linear optimization, Oper. Res. 57 (2009), no. 6, 1483-1495. https://doi.org/10.1287/opre.1080.0646
- D. Bertsimas, D. Pachamanova, and M. Sim, Robust linear optimization under general norms, Oper. Res. Lett. 32 (2004), no. 6, 510-516. https://doi.org/10.1016/j.orl.2003.12.007
- V. Jeyakumar, G. Li, and G. M. Lee, A robust von Neumann minimax theorem for zero-sum games under bounded payoff uncertainty, Oper. Res. Lett. 39 (2011), no. 2, 109-114. https://doi.org/10.1016/j.orl.2011.02.007
- V. Jeyakumar, G. Li, and G. M. Lee, Robust duality for generalized convex programming problems under data uncertainty, Nonlinear Anal. 75 (2012), no. 3, 1362-1373. https://doi.org/10.1016/j.na.2011.04.006
- D. Kuroiwa and G. M. Lee, On robust multiobjective optimization, submitted.
피인용 문헌
- ON DUALITY THEOREMS FOR ROBUST OPTIMIZATION PROBLEMS vol.26, pp.4, 2013, https://doi.org/10.14403/jcms.2013.26.4.723
- OPTIMALITY CONDITIONS AND DUALITY IN FRACTIONAL ROBUST OPTIMIZATION PROBLEMS vol.31, pp.3, 2015, https://doi.org/10.7858/eamj.2015.025
- ON OPTIMALITY AND DUALITY FOR GENERALIZED FRACTIONAL ROBUST OPTIMIZATION PROBLEMS vol.31, pp.5, 2015, https://doi.org/10.7858/eamj.2015.054
- ON SUFFICIENCY AND DUALITY FOR FRACTIONAL ROBUST OPTIMIZATION PROBLEMS INVOLVING (V, 𝜌)-INVEX FUNCTION vol.32, pp.5, 2016, https://doi.org/10.7858/eamj.2016.043
- OPTIMALITY CONDITIONS AND DUALITY IN NONDIFFERENTIABLE ROBUST OPTIMIZATION PROBLEMS vol.31, pp.3, 2015, https://doi.org/10.7858/eamj.2015.029